+1,569.6%
QQQ vs WCN
+4,437.0%
-2,867.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +1.0% | +0.2% |
| 7D | +1.5% | -0.4% | +2.0% | +1.6% |
| 30D | -0.6% | -2.1% | +1.5% | 0.0% |
| 3M | +0.4% | +6.4% | -5.9% | -1.9% |
| 6M | +20.1% | -3.7% | +23.7% | +20.4% |
| YTD | +17.2% | -6.4% | +23.6% | +18.3% |
| 1Y | +24.7% | -7.9% | +32.6% | +26.2% |
| 3Y | +96.2% | +20.8% | +75.4% | +81.3% |
| 5Y | +94.4% | +29.0% | +65.4% | +75.7% |
| 10Y | +556.7% | +236.4% | +320.3% | +351.9% |
| All | +1,569.6% | +4,437.0% | -2,867.4% | +485.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WCN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling